CATALOG DESCRIPTION: Fundamentals of random variables; mean-squared estimation; limit theorems and convergence; definition of random processes; autocorrelation and stationarity; Gaussian and Poisson ...
Course syllabus: We will start by developing the theory of Markov chains further, explore their relations to martingales and give applications to the solution of Dirichlet problem and maximum (resp.
Stochastic analysis is a fundamental branch of probability theory which is linked to diverse areas of mathematics (e.g. partial differential equations, mathematical physics, geometry) and finds ...
There is a growing movement to introduce elements of statistics and probability into the secondary and even the elementary school curriculum, as part of basic literacy in mathematics. Although many ...
This course is available on the MSc in Applicable Mathematics, MSc in Financial Mathematics and MSc in Quantitative Methods for Risk Management. This course is available as an outside option to ...
Parts I and II of this paper have described a new theory for the analysis of games with incomplete information. Two cases have been distinguished: consistent games in which there exists some basic ...
This course is available on the MSc in Financial Mathematics, MSc in Mathematics and Computation and MSc in Quantitative Methods for Risk Management. This course is available with permission as an ...
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